+433,968.9%
NVDA vs KIM
+694.9%
+433,274.0%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -12.7% | +0.1% | -12.9% | -12.8% |
| 30D | -26.4% | +14.1% | -40.5% | -29.9% |
| 3M | -27.6% | +6.0% | -33.6% | -29.4% |
| 6M | -27.7% | +13.2% | -41.0% | -31.4% |
| YTD | -12.5% | +30.4% | -42.9% | -21.2% |
| 1Y | -12.6% | +31.0% | -43.7% | -21.6% |
| 3Y | +235.9% | +67.6% | +168.3% | +169.5% |
| 5Y | +438.2% | +35.8% | +402.5% | +369.8% |
| 10Y | +7,445.8% | +63.7% | +7,382.1% | +5,276.6% |
| All | +433,968.9% | +694.9% | +433,274.0% | +152,235.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling